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subject:"Volatilität"
type_genre:"Graue Literatur"
~accessRights:"free"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
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Search: subject_exact:"Estimation theory"
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Volatilität
Estimation theory
178
Schätztheorie
178
Time series analysis
62
Zeitreihenanalyse
62
Nichtparametrisches Verfahren
50
Nonparametric statistics
50
Estimation
35
Schätzung
35
Regression analysis
27
Regressionsanalyse
27
Panel
24
Panel study
24
Bayes-Statistik
20
Bayesian inference
20
Forecasting model
19
Prognoseverfahren
19
ARCH model
12
ARCH-Modell
12
Correlation
12
Korrelation
12
Statistical test
11
Statistischer Test
11
Cointegration
10
Kointegration
10
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
VAR model
10
VAR-Modell
10
Volatility
9
Causality analysis
8
IV-Schätzung
8
Instrumental variables
8
Kausalanalyse
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Factor analysis
7
Statistical theory
7
Statistische Methodenlehre
7
Bias
6
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Graue Literatur
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9
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9
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9
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1
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Bauwens, Luc
2
Hafner, Christian M.
2
Maneesoonthorn, Worapree
2
Martin, Gael M.
2
Preminger, Arie
2
Chen, Xiangjin B.
1
Forbes, Catherine Scipione
1
Frazier, David T.
1
Gao, Jiti
1
Harris, David
1
Kew, Hsein
1
King, Maxwell L.
1
Li, Degui
1
McCabe, Brendon P. M.
1
Otranto, Edoardo
1
Robert, Christian P.
1
Silvapulle, Paramsothy
1
Taylor, Robert
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1
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1
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CORE discussion papers : DP
Working paper / Department of Econometrics and Business Statistics, Monash University
Discussion paper / Tinbergen Institute
20
CREATES research paper
15
SFB 649 discussion paper
8
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6
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6
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5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
Cambridge working papers in economics
4
Discussion papers of interdisciplinary research project 373
4
ERID working paper
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4
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1
High-frequency jump tests : which test should we use?
Maneesoonthorn, Worapree
;
Martin, Gael M.
;
Forbes, …
-
2020
-
(Revised working paper 17/18)
Persistent link: https://www.econbiz.de/10012606872
Saved in:
2
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
-
2020
Persistent link: https://www.econbiz.de/10012606901
Saved in:
3
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
Auxiliary likelihood-based approximate Bayesian computation in state space models
Martin, Gael M.
;
McCabe, Brendon P. M.
;
Frazier, David T.
; …
-
2016
Persistent link: https://www.econbiz.de/10011781699
Saved in:
6
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
7
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
8
Deciding between GARCH and stochastic volatility via strong decision rules
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003329726
Saved in:
9
Box-Cox stochastic volatility models with heavy-tails and correlated errors
Zhang, Xibin
;
King, Maxwell L.
-
2004
Persistent link: https://www.econbiz.de/10002479501
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